Refined distributions for a multi-risk stochastic process

摘要: Abstract This paper considers a collective risk model formed linearly from four stochastic processes. The first process involves random sums of variables, and portrays the insurance claims. other three processes are Ornstein-Uhlenbeck which serve as models for deviations in assumptions about investment performance, operating expenses, lapse expenses. presented earlier (Beekman 1975b, 1976) is improved by using both calendar operational times. distributions finite time periods derived, tables furnished. Probabilities extreme multi-risk discussed. examples reconsidered, made more realistic an treatment variables.